AAAI Publications, Thirtieth AAAI Conference on Artificial Intelligence

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Using the Shapley Value to Analyze Algorithm Portfolios
Alexandre Fréchette, Lars Kotthoff, Tomasz Michalak, Talal Rahwan, Holger H. Hoos, Kevin Leyton-Brown

Last modified: 2016-03-05

Abstract


Algorithms for NP-complete problems often have different strengths andweaknesses, and thus algorithm portfolios often outperform individualalgorithms. It is surprisingly difficult to quantify a component algorithm's contributionto such a portfolio. Reporting a component's standalone performance wronglyrewards near-clones while penalizing algorithms that have small but distinctareas of strength. Measuring a component's marginal contribution to an existingportfolio is better, but penalizes sets of strongly correlated algorithms,thereby obscuring situations in which it is essential to have at least onealgorithm from such a set. This paper argues for analyzing component algorithmcontributions via a measure drawn from coalitional game theory---the Shapleyvalue---and yields insight into a research community's progress over time. Weconclude with an application of the analysis we advocate to SAT competitions,yielding novel insights into the behaviour of algorithm portfolios, theircomponents, and the state of SAT solving technology.

Keywords


algorithm portfolios; Shapley value; contribution analysis; SAT competition

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